VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($1000 X INDEX) OPEN INTEREST: 193,067
COMMITMENTS
27,271 35,506 36,892 106,708 108,334 170,871 180,732 22,196 12,335
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -21,853)
-2,986 1,815 -2,066 -16,519 -18,033 -21,571 -18,284 -282 -3,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 18.4 19.1 55.3 56.1 88.5 93.6 11.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 32 45 23 23 94 83
Updated April 29, 2011